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View Outliers PnL Drill-Down: BROS240920C00030000

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Initial Position

record_date	ticker	symbol	strike	volume	open_interest	implied_volatility	bs_sigma	bs_call	bs_put	spec_perc_move	bs_iv_call	bs_iv_put	last_option_price	last_underlying_price	exp_date	side	bias	prev_day_volatility	volatility	percent_move
2024-08-08	BROS	BROS240920C00030000	30.00	4007.0	3.000	0.543	0.279	1.2	0.9	0.020	2.170	1.810	2.45	30.22	2024-09-20	CALL	Long	0.228	0.320	-0.198

Realize Position if there are favorable/unfavorable market conditions. Volatiltiy Analysis

record_date	ticker	volatility_ratio	minimum_volatility	maximum_volatility	average_volatility	current_volatility	against_prev_volatility	curr_price	net_profitability	dividend_yield	time_period_low	time_period_high	interval	time_period	avg_price_prev
2024-12-17	BROS	0.818	0.075	0.275	0.141	0.105	-0.170	52.94	0.002	0.0000	25.75	55.14	21	1y	38.71

Position Tracking

symbol	ticker	side	bias	strike	exit_reason	option_pnl_str	option_perc	underlying_pnl_str	underlying_perc	iv_diff	option_purchase_price	option_curr_price	underlying_original_price	underlying_curr_price	option_pnl	dollar_pnl	position_entry	days_in_position	volume	open_interest	underlying_pnl	record_date
BROS240920C00030000	BROS	CALL	Long	30.00	None	$2.90	1.21	$4.63	0.15	0.64	2.40	5.30	30.22	34.85	2.90	$290.00	240.00	42	88.0	988.000	4.63	2024-09-19
BROS240920C00030000	BROS	CALL	Long	30.00	None	$1.90	0.79	$4.34	0.14	0.34	2.40	4.30	30.22	34.56	1.90	$190.00	240.00	41	1.0	988.000	4.34	2024-09-18
BROS240920C00030000	BROS	CALL	Long	30.00	None	$2.20	0.92	$4.45	0.15	0.47	2.40	4.60	30.22	34.67	2.20	$220.00	240.00	40	23.0	990.000	4.45	2024-09-17
BROS240920C00030000	BROS	CALL	Long	30.00	None	$1.56	0.65	$3.75	0.12	0.17	2.40	3.96	30.22	33.97	1.56	$156.00	240.00	39	44.0	1029.000	3.75	2024-09-16
BROS240920C00030000	BROS	CALL	Long	30.00	None	$1.60	0.67	$3.79	0.13	0.02	2.40	4.00	30.22	34.01	1.60	$160.00	240.00	37	90.0	1084.000	3.79	2024-09-14
BROS240920C00030000	BROS	CALL	Long	30.00	None	$1.60	0.67	$3.79	0.13	0.04	2.40	4.00	30.22	34.01	1.60	$160.00	240.00	36	90.0	1084.000	3.79	2024-09-13
BROS240920C00030000	BROS	CALL	Long	30.00	None	$1.30	0.54	$3.76	0.12	-0.14	2.40	3.70	30.22	33.98	1.30	$130.00	240.00	35	83.0	1135.000	3.76	2024-09-12
BROS240920C00030000	BROS	CALL	Long	30.00	None	$0.50	0.21	$2.70	0.09	-0.14	2.40	2.90	30.22	32.92	0.50	$50.00	240.00	34	27.0	1165.000	2.70	2024-09-11
BROS240920C00030000	BROS	CALL	Long	30.00	None	$0.05	0.02	$2.00	0.07	-0.02	2.40	2.45	30.22	32.22	0.05	$5.00	240.00	33	21.0	1185.000	2.00	2024-09-10
BROS240920C00030000	BROS	CALL	Long	30.00	None	$-0.06	-0.02	$2.14	0.07	-0.22	2.40	2.34	30.22	32.36	-0.06	$-6.00	240.00	32	35.0	1189.000	2.14	2024-09-09
BROS240920C00030000	BROS	CALL	Long	30.00	None	$0.00	0.00	$1.59	0.05	0.01	2.40	2.40	30.22	31.81	0.00	$0.00	240.00	31	87.0	1272.000	1.59	2024-09-08
BROS240920C00030000	BROS	CALL	Long	30.00	None	$-0.22	-0.09	$1.59	0.05	-0.02	2.40	2.18	30.22	31.81	-0.22	$-22.00	240.00	29	81.0	1272.000	1.59	2024-09-06
BROS240920C00030000	BROS	CALL	Long	30.00	None	$-0.10	-0.04	$1.56	0.05	-0.03	2.40	2.30	30.22	31.78	-0.10	$-10.00	240.00	28	91.0	1328.000	1.56	2024-09-05
BROS240920C00030000	BROS	CALL	Long	30.00	None	$-0.50	-0.21	$1.13	0.04	-0.09	2.40	1.90	30.22	31.35	-0.50	$-50.00	240.00	27	39.0	0.000	1.13	2024-09-04
BROS240920C00030000	BROS	CALL	Long	30.00	None	$-0.60	-0.25	$0.78	0.03	-0.09	2.40	1.80	30.22	31.00	-0.60	$-60.00	240.00	23	34.0	1385.000	0.78	2024-08-31
BROS240920C00030000	BROS	CALL	Long	30.00	None	$-0.60	-0.25	$0.77	0.03	-0.09	2.40	1.80	30.22	30.99	-0.60	$-60.00	240.00	22	34.0	0.000	0.77	2024-08-30
BROS240920C00030000	BROS	CALL	Long	30.00	None	$-0.95	-0.40	$0.11	0.00	-0.12	2.40	1.45	30.22	30.33	-0.95	$-95.00	240.00	21	97.0	1310.000	0.11	2024-08-29
BROS240920C00030000	BROS	CALL	Long	30.00	None	$-0.38	-0.16	$1.00	0.03	-0.11	2.40	2.02	30.22	31.22	-0.38	$-38.00	240.00	20	23.0	1314.000	1.00	2024-08-28
BROS240920C00030000	BROS	CALL	Long	30.00	None	$-0.10	-0.04	$0.95	0.03	-0.54	2.40	2.30	30.22	31.17	-0.10	$-10.00	240.00	19	22.0	1363.000	0.95	2024-08-27
BROS240920C00030000	BROS	CALL	Long	30.00	None	$-0.10	-0.04	$1.32	0.04	-0.10	2.40	2.30	30.22	31.54	-0.10	$-10.00	240.00	18	22.0	0.000	1.32	2024-08-26
BROS240920C00030000	BROS	CALL	Long	30.00	None	$0.20	0.08	$1.45	0.05	-0.06	2.40	2.60	30.22	31.67	0.20	$20.00	240.00	17	136.0	1325.000	1.45	2024-08-25
BROS240920C00030000	BROS	CALL	Long	30.00	None	$0.20	0.08	$1.45	0.05	-0.06	2.40	2.60	30.22	31.67	0.20	$20.00	240.00	16	136.0	1325.000	1.45	2024-08-24
BROS240920C00030000	BROS	CALL	Long	30.00	None	$-0.05	-0.02	$1.45	0.05	-0.10	2.40	2.35	30.22	31.67	-0.05	$-5.00	240.00	15	130.0	1325.000	1.45	2024-08-23
BROS240920C00030000	BROS	CALL	Long	30.00	None	$-0.04	-0.02	$1.09	0.04	-0.10	2.40	2.36	30.22	31.31	-0.04	$-4.00	240.00	14	60.0	1287.000	1.09	2024-08-22
BROS240920C00030000	BROS	CALL	Long	30.00	None	$0.15	0.06	$1.55	0.05	-0.09	2.40	2.55	30.22	31.77	0.15	$15.00	240.00	13	90.0	1243.000	1.55	2024-08-21
BROS240920C00030000	BROS	CALL	Long	30.00	None	$-0.55	-0.23	$0.52	0.02	-0.12	2.40	1.85	30.22	30.74	-0.55	$-55.00	240.00	12	104.0	1214.000	0.52	2024-08-20
BROS240920C00030000	BROS	CALL	Long	30.00	None	$-0.02	-0.01	$1.15	0.04	-0.09	2.40	2.38	30.22	31.37	-0.02	$-2.00	240.00	11	1434.0	1669.000	1.15	2024-08-19
BROS240920C00030000	BROS	CALL	Long	30.00	None	$0.91	0.38	$2.42	0.08	-0.04	2.40	3.31	30.22	32.64	0.91	$91.00	240.00	10	40.0	1680.000	2.42	2024-08-18
BROS240920C00030000	BROS	CALL	Long	30.00	None	$0.91	0.38	$2.42	0.08	-0.05	2.40	3.31	30.22	32.64	0.91	$91.00	240.00	9	40.0	1680.000	2.42	2024-08-17
BROS240920C00030000	BROS	CALL	Long	30.00	None	$0.91	0.38	$2.41	0.08	-0.09	2.40	3.31	30.22	32.63	0.91	$91.00	240.00	8	40.0	1680.000	2.41	2024-08-16
BROS240920C00030000	BROS	CALL	Long	30.00	None	$0.70	0.29	$2.09	0.07	-0.08	2.40	3.10	30.22	32.31	0.70	$70.00	240.00	7	439.0	1742.000	2.09	2024-08-15
BROS240920C00030000	BROS	CALL	Long	30.00	None	$-0.45	-0.19	$0.01	0.00	-0.06	2.40	1.95	30.22	30.23	-0.45	$-45.00	240.00	6	375.0	1728.000	0.01	2024-08-14
BROS240920C00030000	BROS	CALL	Long	30.00	None	$-0.97	-0.40	$-0.82	-0.03	-0.10	2.40	1.43	30.22	29.40	-0.97	$-97.00	240.00	5	360.0	1562.000	-0.82	2024-08-13
BROS240920C00030000	BROS	CALL	Long	30.00	None	$-0.95	-0.40	$-1.12	-0.04	-0.06	2.40	1.45	30.22	29.10	-0.95	$-95.00	240.00	4	255.0	1493.000	-1.12	2024-08-12
BROS240920C00030000	BROS	CALL	Long	30.00	Exit OP PnL: $-0.40;Exit EQ PnL: -0.25; Position is Long and position continued to lose. Latest OP price is: $2.00 (EQ: $29.97). Initial OP price was: $2.40 (EQ: $30.22). Surpassed Stop Loss Percentage: -0.1666666666666666666666666667 < -0.16.	$-0.74	-0.31	$-0.73	-0.02	-0.04	2.40	1.66	30.22	29.49	-0.74	$-74.00	240.00	1	1355.0	1697.000	-0.73	2024-08-09
BROS240920C00030000	BROS	CALL	Long	30.00	None	$0.00	0.00	$0.00	0.00	0.00	2.40	2.40	30.22	30.22	0.00	$0.00	240.00	0	4008.0	3.000	0.00	2024-08-08

record_date vs. iv_diff

record_date vs. option_curr_price

record_date vs. option_pnl

record_date vs. underlying_curr_price

record_date vs. underlying_pnl